TRLIX vs. TCIEX
Compare and contrast key facts about TIAA-CREF Large Cap Value Fund (TRLIX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
TRLIX is managed by TIAA Investments. It was launched on Oct 1, 2002. TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Performance
TRLIX vs. TCIEX - Performance Comparison
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TRLIX vs. TCIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRLIX TIAA-CREF Large Cap Value Fund | 1.51% | 17.44% | 14.79% | 14.35% | -7.03% | 27.10% | 3.59% | 28.83% | -14.29% | 10.89% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 1.04% | 31.55% | 3.69% | 18.21% | -14.19% | 11.30% | 8.13% | 21.82% | -13.27% | 25.34% |
Returns By Period
In the year-to-date period, TRLIX achieves a 1.51% return, which is significantly higher than TCIEX's 1.04% return. Over the past 10 years, TRLIX has outperformed TCIEX with an annualized return of 10.65%, while TCIEX has yielded a comparatively lower 8.90% annualized return.
TRLIX
- 1D
- 2.15%
- 1M
- -4.57%
- YTD
- 1.51%
- 6M
- 5.67%
- 1Y
- 16.26%
- 3Y*
- 15.87%
- 5Y*
- 10.37%
- 10Y*
- 10.65%
TCIEX
- 1D
- 3.00%
- 1M
- -6.29%
- YTD
- 1.04%
- 6M
- 4.81%
- 1Y
- 22.86%
- 3Y*
- 14.48%
- 5Y*
- 8.26%
- 10Y*
- 8.90%
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TRLIX vs. TCIEX - Expense Ratio Comparison
TRLIX has a 0.41% expense ratio, which is higher than TCIEX's 0.05% expense ratio.
Return for Risk
TRLIX vs. TCIEX — Risk / Return Rank
TRLIX
TCIEX
TRLIX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| TRLIX | TCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.36 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.87 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.83 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.93 | 6.94 | -1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRLIX | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.36 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.52 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.54 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.39 | +0.09 |
Correlation
The correlation between TRLIX and TCIEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TRLIX vs. TCIEX - Dividend Comparison
TRLIX's dividend yield for the trailing twelve months is around 8.69%, more than TCIEX's 3.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRLIX TIAA-CREF Large Cap Value Fund | 8.69% | 8.82% | 4.01% | 8.58% | 6.13% | 9.19% | 1.89% | 2.08% | 12.82% | 5.19% | 4.29% | 1.11% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.85% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
Drawdowns
TRLIX vs. TCIEX - Drawdown Comparison
The maximum TRLIX drawdown since its inception was -61.94%, roughly equal to the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TRLIX and TCIEX.
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Drawdown Indicators
| TRLIX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -59.27% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.35% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -29.25% | +9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -33.58% | -4.96% |
Current DrawdownCurrent decline from peak | -5.36% | -8.19% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -10.64% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.00% | -0.37% |
Volatility
TRLIX vs. TCIEX - Volatility Comparison
The current volatility for TIAA-CREF Large Cap Value Fund (TRLIX) is 4.38%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.73%. This indicates that TRLIX experiences smaller price fluctuations and is considered to be less risky than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRLIX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 7.73% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 11.19% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 17.19% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 15.94% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 16.58% | +1.48% |